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Your search for "**serial correlation**" over the article keywords returned
11 results.

### 1. spurious regressions

Simulations have shown that if two independent time series, each being highly autocorrelated, are put into a standard regression framework, then the usual ...

### 2. Durbin-Watson statistic

The well-known Durbinâ€“Watson, or DW, statistic, which was proposed by Durbin and Watson (1950; 1951), is used for testing the null hypothesis that the ...

### 3. serial correlation and serial dependence

In this article we discuss serial correlation in a linear time series regression context and serial dependence in a nonlinear time series context. We ...

### 4. heteroskedasticity and autocorrelation corrections

Many time series studies, including in particular those estimated by generalized method of moments, involve disturbances that are serially correlated ...

### 5. instrumental variables

Instrumental variables methods are an essential tool in modern econometric practice. The method itself is of ancient lineage and historically ...

### 6. wavelets

Wavelets provide a flexible basis for representing a signal that can be regarded as a generalization of Fourier analysis to non-stationary processes, ...

### 7. identification

The problem of identification is defined in terms of the possibility of characterizing parameters of interest from observable data. This problem occurs ...

### 8. model selection

The problem of statistical model selection in econometrics and statistics is reviewed. Model selection is interpreted as a decision problem through which ...

### 9. structural change, econometrics of

This article is concerned with methodological issues related to estimation, testing and computation in the context of structural changes in linear models. ...

### 10. efficient markets hypothesis

The efficient markets hypothesis (EMH) maintains that market prices fully reflect all available information. Developed independently by Paul A. Samuelson ...